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PPA

Parametric Portfolio Associates Portfolio holdings

AUM $190B
1-Year Est. Return 18.52%
This Fund
S&P 500
This Quarter Est. Return
+2.06%
1 Year Est. Return
+18.52%
3 Year Est. Return
+86.84%
5 Year Est. Return
+137.89%
10 Year Est. Return
–
AUM
$61.9B
AUM Growth
+$3.26B
Cap. Flow
+$2.79B
Cap. Flow %
4.51%
Top 10 Hldgs %
13.35%
Holding
4,156
New
210
Increased
2,489
Reduced
1,252
Closed
182

Top Buys

Rank Stock Value
1
VOO icon
Vanguard S&P 500 ETF
VOO
+$130M
2
MSFT icon
Microsoft
MSFT
+$90.6M
3
META icon
Meta Platforms (Facebook)
META
+$58.2M
4
M icon
Macy's
M
+$56.4M
5
AVGO icon
Broadcom
AVGO
+$53.6M

Top Sells

Rank Stock Value
1
IVV icon
iShares Core S&P 500 ETF
IVV
+$109M
2
CB
CHUBB CORPORATION
CB
+$76M
3
EEM icon
iShares MSCI Emerging Markets ETF
EEM
+$54.2M
4
PCP
PRECISION CASTPARTS CORP
PCP
+$51.2M
5
BRCM
BROADCOM CORP CL-A
BRCM
+$48.8M

Sector Composition

Rank Sector Weight
1 Financials 12.89%
2 Technology 12.57%
3 Healthcare 11.91%
4 Industrials 9.11%
5 Consumer Discretionary 8.87%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
RTEC
1976
DELISTED
Rudolph Technologies Inc
RTEC
$2.4M ﹤0.01%
175,883
+42,563
+32% +$537K
TSRO
1977
DELISTED
TESARO, Inc.
TSRO
$2.4M ﹤0.01%
54,520
+23,427
+75% +$940K
CKH
1978
DELISTED
Seacor Holdings Inc.
CKH
$2.4M ﹤0.01%
45,603
+2,742
+6% +$127K
SRG
1979
Seritage Growth Properties
SRG
$136M
$2.4M ﹤0.01%
+47,997
New +$1.99M
GLF
1980
DELISTED
GulfMark Offshore, Inc. Common Stock
GLF
$2.39M ﹤0.01%
387,983
+49,852
+15% +$217K
JAKK icon
1981
Jakks Pacific
JAKK
$301M
$2.39M ﹤0.01%
32,165
+1,220
+4% +$87.6K
BNCL
1982
DELISTED
Beneficial Bancorp, Inc.
BNCL
$2.39M ﹤0.01%
174,467
-546
-0.3% -$7.06K
AEGN
1983
DELISTED
Aegion Corp
AEGN
$2.38M ﹤0.01%
112,618
+74,244
+193% +$1.39M
KN icon
1984
Knowles
KN
$3.13B
$2.37M ﹤0.01%
180,110
-4,470
-2% -$55K
SPLK
1985
DELISTED
Splunk Inc
SPLK
$2.37M ﹤0.01%
48,428
-34,669
-42% -$1.56M
CBZ icon
1986
CBIZ
CBZ
$2.99B
$2.37M ﹤0.01%
234,652
+26,805
+13% +$272K
OTTR icon
1987
Otter Tail
OTTR
$3.71B
$2.36M ﹤0.01%
79,813
+26,373
+49% +$724K
SYNH
1988
DELISTED
Syneos Health, Inc. Class A Common Stock
SYNH
$2.36M ﹤0.01%
57,310
+37,730
+193% +$1.56M
RPT
1989
DELISTED
RPT Realty Common Shares of Beneficial Interest (MD)
RPT
$2.36M ﹤0.01%
130,724
+4,452
+4% +$75.2K
BSFT
1990
DELISTED
BroadSoft, Inc.
BSFT
$2.35M ﹤0.01%
58,310
-10,659
-15% -$361K
GNW icon
1991
Genworth Financial
GNW
$3.76B
$2.35M ﹤0.01%
860,872
+114,771
+15% +$291K
HYI
1992
Western Asset High Yield Opportunity Fund Inc
HYI
$133M
$2.35M ﹤0.01%
168,513
-4,236
-2% -$57.3K
BRK.A icon
1993
Berkshire Hathaway Class A
BRK.A
$1.1T
$2.35M ﹤0.01%
11
-2
-15% -$399K
JOY
1994
DELISTED
Joy Global Inc
JOY
$2.35M ﹤0.01%
145,983
+10,557
+8% +$133K
EXP icon
1995
Eagle Materials
EXP
$6.29B
$2.35M ﹤0.01%
33,449
+5,295
+19% +$308K
SCLN
1996
DELISTED
Sciclone Pharmaceuticals Inc
SCLN
$2.34M ﹤0.01%
213,074
+112,215
+111% +$998K
UFCS icon
1997
United Fire Group
UFCS
$1.32B
$2.34M ﹤0.01%
53,414
+7,403
+16% +$292K
SHLM
1998
DELISTED
Schulman (A.) Inc
SHLM
$2.34M ﹤0.01%
85,915
+6,667
+8% +$167K
RSTI
1999
DELISTED
Rofin-Sinar Technologies Inc
RSTI
$2.34M ﹤0.01%
72,559
-11,826
-14% -$288K
POWI icon
2000
Power Integrations
POWI
$3.38B
$2.34M ﹤0.01%
94,070
-614
-0.6% -$14.1K
78 79
80
81 82

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AF
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MCM
Melvin Capital Management New York $9.86B AUM 16.31% 1-Year Est. Return
PSUF
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IA
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SCC
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BAM
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ACI
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Parametric Portfolio Associates's Q1 2016 Portfolio in Review

As of Q1 2016, Parametric Portfolio Associates held 4,156 positions worth $61.9B, up 5.6% from $58.6B the previous quarter. Its ten largest holdings account for 13% of the portfolio.

Parametric Portfolio Associates deployed $2.79B of net new capital in Q1 2016, opening 210 new positions and adding to 2,489 existing holdings. Its largest new stake was WisdomTree Japan SmallCap Dividend Fund: 846,902 shares worth $46.6M.

By sector, the portfolio is most concentrated in Financials at 13% of assets, down from 14% a quarter earlier, followed by Technology and Healthcare.

On the sell side, the largest reduction was iShares Core S&P 500 ETF, an estimated $109M trimmed.

  • Parametric Portfolio Associates's largest Q1 2016 buy was WisdomTree Japan SmallCap Dividend Fund: 846,902 shares worth $46.6M.
  • Parametric Portfolio Associates added most to Vanguard S&P 500 ETF in Q1 2016, an estimated $130M increase.
  • Parametric Portfolio Associates's biggest Q1 2016 reduction was iShares Core S&P 500 ETF, cutting an estimated $109M.
  • Parametric Portfolio Associates fully exited CHUBB CORPORATION in Q1 2016, selling an estimated $76M.
  • Parametric Portfolio Associates's ten largest holdings make up 13% of its $61.9B portfolio in Q1 2016.
  • Parametric Portfolio Associates opened 210 new positions and closed 182 in Q1 2016.
  • Parametric Portfolio Associates's portfolio value rose 5.6% quarter-over-quarter to $61.9B.

Based on Parametric Portfolio Associates's 13F filing for Q1 2016, filed 13 May 2016.